Senior C++ Developer

Citi

Base: $120,800.00 - $170,800.00; bonus/equity: not...
6+ years c++ development experience
Expert modern c++ idioms and design patterns
Multi-threading and concurrency expertise
The role involves designing and implementing robust C++ solutions for complex credit risk models used in daily monitoring and stress testing

Job Summary

  • The role involves designing and implementing robust C++ solutions for complex credit risk models used in daily monitoring and stress testing.
  • Candidates must possess expert-level command of modern C++ idioms, object-oriented principles, and performance optimization techniques.
  • This position offers the opportunity to work with cutting-edge technologies within a leading global financial institution's dynamic team.

Matching Summary

The role involves designing and implementing robust C++ solutions for complex credit risk models used in daily monitoring and stress testing.

Salary

Base: $120,800.00 - $170,800.00; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • 6+ years C++ development experience
  • Expert modern C++ idioms and design patterns
  • Multi-threading and concurrency expertise
  • Linux/Unix environment proficiency
  • Credit risk model implementation knowledge

Nice-to-have

  • Windows development experience
  • Stochastic calculus background
  • Model calibration and backtesting skills
  • Master's degree in related field
  • Experience with derivatives and fixed income

Key Requirements

  • Bachelor's degree required; Master's preferred
  • 6+ years relevant C++ or systems analysis experience
  • Solid understanding of Basel EAD, VaR, and stress testing

Work Rights

Not specified

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